+1,695.0%
WULF vs ROL
+3,634.8%
-1,939.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +7.6% | -1.4% | +9.0% | +7.7% |
| 30D | -8.6% | -4.1% | -4.5% | -8.3% |
| 3M | -37.0% | -22.5% | -14.5% | -35.2% |
| 6M | +7.4% | -37.7% | +45.1% | +13.2% |
| YTD | +43.7% | -39.6% | +83.3% | +51.6% |
| 1Y | +86.1% | -36.0% | +122.1% | +94.8% |
| 3Y | +733.8% | -5.1% | +739.0% | +727.7% |
| 5Y | -33.6% | -3.4% | -30.2% | -34.2% |
| 10Y | +76.1% | +215.2% | -139.2% | +56.4% |
| All | +1,695.0% | +3,634.8% | -1,939.9% | +1,219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling